ECBOT 5 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 01-Dec-2010

Day Change Summary
	Previous	Current
	30-Nov-2010	01-Dec-2010	Change	Change %	Previous Week
Open	120-130	120-192	0-062	0.2%	120-015
High	120-257	120-200	-0-057	-0.1%	120-290
Low	120-125	119-252	-0-193	-0.5%	119-297
Close	120-200	119-297	-0-223	-0.6%	120-097
Range	0-132	0-268	0-136	103.0%	0-313
ATR	0-162	0-170	0-008	4.6%	0-000
Volume	282,950	157,283	-125,667	-44.4%	2,547,156

Daily Pivots for day following 01-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-200	122-037	120-124
R3	121-252	121-089	120-051
R2	120-304	120-304	120-026
R1	120-141	120-141	120-002	120-088
PP	120-036	120-036	120-036	120-010
S1	119-193	119-193	119-272	119-140
S2	119-088	119-088	119-248
S3	118-140	118-245	119-223
S4	117-192	117-297	119-150

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-100	122-252	120-269
R3	122-107	121-259	120-183
R2	121-114	121-114	120-154
R1	120-266	120-266	120-126	121-030
PP	120-121	120-121	120-121	120-164
S1	119-273	119-273	120-068	120-037
S2	119-128	119-128	120-040
S3	118-135	118-280	120-011
S4	117-142	117-287	119-245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-257	119-252	1-005	0.8%	0-189	0.5%	14%	False	True	473,373
10	120-290	119-252	1-038	0.9%	0-167	0.4%	13%	False	True	494,192
20	122-115	119-252	2-183	2.1%	0-189	0.5%	5%	False	True	542,907
40	122-115	119-252	2-183	2.1%	0-150	0.4%	5%	False	True	481,032
60	122-115	118-297	3-138	2.9%	0-144	0.4%	29%	False	False	456,136
80	122-115	118-297	3-138	2.9%	0-145	0.4%	29%	False	False	390,013
100	122-115	117-030	5-085	4.4%	0-127	0.3%	54%	False	False	312,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	124-059
2.618	122-262
1.618	121-314
1.000	121-148
0.618	121-046
HIGH	120-200
0.618	120-098
0.500	120-066
0.382	120-034
LOW	119-252
0.618	119-086
1.000	118-304
1.618	118-138
2.618	117-190
4.250	116-073

Fisher Pivots for day following 01-Dec-2010
Pivot	1 day	3 day
R1	120-066	120-094
PP	120-036	120-055
S1	120-007	120-016

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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